rusty_backtest::features::tardis_advanced

Struct HarmonicOscillator

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pub struct HarmonicOscillator { /* private fields */ }
Expand description

Harmonic Oscillator for detecting cyclical patterns

Detects cyclical patterns via rolling volatility analysis using short and long windows

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impl HarmonicOscillator

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pub fn new(short_window_size: usize, long_window_size: usize) -> Self

Create a new harmonic oscillator with short and long window sizes

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pub fn update(&mut self, price: Decimal) -> bool

Update the oscillator with a new price

Returns true if the update was successful, false if price conversion failed

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pub fn detect_oscillation(&self) -> HarmonicResult

Detect harmonic oscillations

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